+34,839.8%
LOW vs UDR
+2,856.1%
+31,983.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.5% |
| 7D | +0.4% | -2.1% | +2.4% | +1.2% |
| 30D | -10.1% | -5.6% | -4.5% | -8.1% |
| 3M | -2.9% | -5.8% | +2.9% | -0.7% |
| 6M | -19.4% | -1.1% | -18.3% | -19.1% |
| YTD | -15.4% | +1.6% | -17.0% | -16.1% |
| 1Y | -24.9% | -2.7% | -22.3% | -24.4% |
| 3Y | -7.8% | +6.3% | -14.1% | -10.8% |
| 5Y | +8.4% | -19.3% | +27.7% | +15.2% |
| 10Y | +226.8% | +46.0% | +180.8% | +173.7% |
| All | +34,839.8% | +2,856.1% | +31,983.6% | +12,325.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling